V-Lab
Diginex Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
158.57%
increased by 29.65%
1 Week
157.37%
increased by 28.45%
1 Month
154.23%
increased by 25.31%
Analysis last updated: Wednesday, April 29, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 20, 2025 to Apr 24, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 10 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2366 | 4.63*** |
α ARCH Response to squared shocks | 0.1076 | 2.64*** |
β GARCH Volatility persistence | 0.8228 | 12.03*** |
Spline Coefficients
K=1
| γ1 | 0.4067 | 1.16 |
Persistence:
0.930
Half-life:
10 days
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